Pages that link to "Item:Q3406053"
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The following pages link to Copula-based nonlinear quantile autoregression (Q3406053):
Displaying 17 items.
- D-vine copula based quantile regression (Q112600) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Quantile regression for mixed models with an application to examine blood pressure trends in China (Q902897) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Quantile forecasting and data-driven inventory management under nonstationary demand (Q2294360) (← links)
- Modelling and estimation of nonlinear quantile regression with clustered data (Q2416737) (← links)
- Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- Measurement of risk based on QR-GARCH-EVT model (Q2690785) (← links)
- A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
- Vector copulas (Q2697978) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
